Tag Archives: Repo

Being Objective about Liability Driven Investment

Posted on March 29, 2023 by henry tapper

  Following our blog on the costs of LDI ( https://henrytapper.com/2023/03/25/the-costs-of-ldi-keating-and-clacher/ ), we received a comment which said: “To be objective don’t you have to look at the aggregate round trip? i.e., money made from LDI since the start to … Continue reading →

Posted in pensions | Tagged , , , | Leave a comment

It’s leverage wot dunnit!

Posted on November 24, 2022 by henry tapper

Hidden borrowing, hidden losses and a hidden group of victims from the LDI crisis – that’s what came out of yesterday’s remarkable evidence sessions held in committee room 16 of the House of Commons. Hidden borrowing. The legal argument about … Continue reading →

Posted in pensions | Tagged , , , , | 1 Comment